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quote_routing

Function quote_routing 

Source
pub fn quote_routing(
    ids: &[InstrumentId],
    client_id: Option<&ClientId>,
    params: Option<&Params>,
    cache: &Cache,
) -> Result<QuoteRouting>
Expand description

Returns the common quote route using the current instrument cache and spread parameters.

External data clients route the full list. A spread absent from the cache routes to the client.

ยงErrors

Returns an error if the list is empty, or if a non-external client receives mixed client, synthetic, and spread routes.